Lingard's amazing quadruple saw Brum defeat the Owls 4-1.
Jones said: "We allowed him to impress.
"He had a dream debut. You have to stop him playing.
"You cannot allow him to get on the ball, turn and run at us. For some reason they allowed him too much scope.
"We were capable of getting back into the game but the smallest man of the pitch pushes people off the ball and gets his fourth goal."